I start lines with a tilde often enough to be annoyed by the need of having to hit it twice, so I changed my config to use the backtic ` instead of ~.
# ~/.ssh/config
EscapeChar `
And I’ve been in situations where I ran ssh host1, started tmux, and issued ssh host2 in one of the panes. In those situations, it’s handy to have a separate escape key for the second ssh command, otherwise it’s likely you’ll prematurely disconnect the first session (with the tmux session).